/// <summary>
/// Loads the specified financial data.
/// </summary>
/// <param name="ticker">The currency pair to load.</param>
/// <param name="dataNeeded">The financial data needed.</param>
/// <param name="from">The beginning date to load data from.</param>
/// <param name="to">The ending date to load data to.</param>
/// <returns>A collection of LoadedMarketData objects that represent
/// the data loaded.</returns>
public ICollection <LoadedMarketData> Load(
TickerSymbol ticker,
IList <MarketDataType> dataNeeded,
DateTime from,
DateTime to
)
{
ICollection <LoadedMarketData> result =
new List <LoadedMarketData>();
Uri url = buildURL(ticker, from, to);
WebRequest http = HttpWebRequest.Create(url);
HttpWebResponse response = http.GetResponse() as HttpWebResponse;
using (Stream istream = response.GetResponseStream())
{
ReadCSV csv =
new ReadCSV(istream, true, CSVFormat.DECIMAL_POINT);
while (csv.Next())
{
// TODO: check these values if possible
DateTime date = csv.GetDate("date");
double adjClose = csv.GetDouble("adj close"); // TODO: deprecate?
double open = csv.GetDouble("open");
double close = csv.GetDouble("close");
double high = csv.GetDouble("high");
double low = csv.GetDouble("low");
double volume = csv.GetDouble("volume"); // TODO: deprecate?
LoadedMarketData data =
new LoadedMarketData(date, ticker);
data.SetData(MarketDataType.ADJUSTED_CLOSE, adjClose);
data.SetData(MarketDataType.OPEN, open);
data.SetData(MarketDataType.CLOSE, close);
data.SetData(MarketDataType.HIGH, high);
data.SetData(MarketDataType.LOW, low);
data.SetData(MarketDataType.OPEN, open);
data.SetData(MarketDataType.VOLUME, volume);
result.Add(data);
}
csv.Close();
istream.Close();
}
return(result);
}
